002230 科大讯飞 — 网格交易 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.28M
策略: 网格交易
K线 & 交易信号（策略收益 +28.08%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 18 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-02-04 |
2015-02-13 |
33.613651071 |
35.954010000000004 |
¥6.9万 |
+6.93% |
网格止盈 |
| 2 |
2015-02-27 |
2015-03-05 |
40.742909207 |
44.955 |
¥11.0万 |
+10.31% |
网格止盈 |
| 3 |
2015-03-06 |
2015-03-17 |
43.006542217324814 |
46.60335 |
¥9.8万 |
+8.33% |
网格止盈 |
| 4 |
2015-03-23 |
2015-03-25 |
46.660593979999994 |
50.459489999999995 |
¥10.3万 |
+8.11% |
网格止盈 |
| 5 |
2015-03-31 |
2015-04-01 |
50.39544409899999 |
52.05789 |
¥4.5万 |
+3.27% |
网格止盈 |
| 6 |
2015-04-03 |
2015-04-08 |
56.08282980299999 |
61.328610000000005 |
¥13.1万 |
+9.32% |
网格止盈 |
| 7 |
2015-04-09 |
2015-04-13 |
58.917669999999994 |
62.4375 |
¥9.2万 |
+5.94% |
网格止盈 |
| 8 |
2015-04-29 |
2015-05-12 |
49.637833751530124 |
51.86808 |
¥7.4万 |
+4.46% |
网格止盈 |
| 9 |
2015-05-13 |
2015-05-19 |
51.5085063007485 |
54.4455 |
¥9.8万 |
+5.67% |
网格止盈 |
| 10 |
2015-05-21 |
2015-05-27 |
56.032764787999994 |
57.942 |
¥6.1万 |
+3.38% |
网格止盈 |
| 11 |
2015-05-28 |
2015-06-03 |
56.59965793746988 |
58.941 |
¥7.7万 |
+4.11% |
网格止盈 |
| 12 |
2015-06-08 |
2017-08-16 |
53.02275839836585 |
54.56538 |
¥5.6万 |
+2.88% |
网格止盈 |
| 13 |
2017-08-18 |
2017-08-22 |
59.69752388599999 |
62.40753 |
¥9.1万 |
+4.51% |
网格止盈 |
| 14 |
2017-08-23 |
2017-11-14 |
60.48515590933909 |
65.4345 |
¥17.2万 |
+8.15% |
网格止盈 |
| 15 |
2017-11-15 |
2017-11-21 |
66.0811043741686 |
70.17975 |
¥14.0万 |
+6.17% |
网格止盈 |
| 16 |
2017-11-23 |
2023-06-14 |
69.61778397060517 |
73.926 |
¥14.9万 |
+6.16% |
网格止盈 |
| 17 |
2023-06-16 |
2023-06-20 |
73.09492189999999 |
74.925 |
¥6.3万 |
+2.47% |
网格止盈 |
| 18 |
2023-06-26 |
2026-11-13 |
76.19190019310433 |
37.12 |
¥-1.35M |
-51.30% |
强平 |
逐笔成交记录（共 47 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-04 |
网格首格 |
买入 |
33.60357 |
29700.0 |
¥99.8万 |
|
| 2015-02-13 |
网格止盈 |
卖出 |
35.954010000000004 |
29700.0 |
¥1.07M |
止盈触发 |
| 2015-02-27 |
网格首格 |
买入 |
40.73069 |
26200.0 |
¥1.07M |
|
| 2015-03-05 |
网格止盈 |
卖出 |
44.955 |
26200.0 |
¥1.18M |
止盈触发 |
| 2015-03-06 |
网格首格 |
买入 |
43.00296 |
27300.0 |
¥1.17M |
|
| 2015-03-09 |
网格加仓 |
买入 |
40.45040999999999 |
100.0 |
¥4,046 |
加仓 |
| 2015-03-17 |
网格止盈 |
卖出 |
46.60335 |
27400.0 |
¥1.28M |
止盈触发 |
| 2015-03-23 |
网格首格 |
买入 |
46.6466 |
27300.0 |
¥1.27M |
|
| 2015-03-25 |
网格止盈 |
卖出 |
50.459489999999995 |
27300.0 |
¥1.38M |
止盈触发 |
| 2015-03-31 |
网格首格 |
买入 |
50.380329999999994 |
27200.0 |
¥1.37M |
|
| 2015-04-01 |
网格止盈 |
卖出 |
52.05789 |
27200.0 |
¥1.42M |
止盈触发 |
| 2015-04-03 |
网格首格 |
买入 |
56.06600999999999 |
25100.0 |
¥1.41M |
|
| 2015-04-08 |
网格止盈 |
卖出 |
61.328610000000005 |
25100.0 |
¥1.54M |
止盈触发 |
| 2015-04-09 |
网格首格 |
买入 |
58.9 |
26200.0 |
¥1.54M |
|
| 2015-04-13 |
网格止盈 |
卖出 |
62.4375 |
26200.0 |
¥1.64M |
止盈触发 |
| 2015-04-29 |
网格首格 |
买入 |
49.63959 |
32900.0 |
¥1.63M |
|
| 2015-04-30 |
网格加仓 |
买入 |
47.79774999999999 |
300.0 |
¥1.4万 |
加仓 |
| 2015-05-12 |
网格止盈 |
卖出 |
51.86808 |
33200.0 |
¥1.72M |
止盈触发 |
| 2015-05-13 |
网格首格 |
买入 |
51.5515 |
32400.0 |
¥1.67M |
|
| 2015-05-18 |
网格加仓 |
买入 |
49.599549999999994 |
1000.0 |
¥5.0万 |
加仓 |
| 2015-05-19 |
网格止盈 |
卖出 |
54.4455 |
33400.0 |
¥1.82M |
止盈触发 |
| 2015-05-21 |
网格首格 |
买入 |
56.01595999999999 |
32400.0 |
¥1.82M |
|
| 2015-05-27 |
网格止盈 |
卖出 |
57.942 |
32400.0 |
¥1.88M |
止盈触发 |
| 2015-05-28 |
网格首格 |
买入 |
56.6 |
33100.0 |
¥1.87M |
|
| 2015-05-29 |
网格加仓 |
买入 |
50.85079999999999 |
100.0 |
¥5,087 |
加仓 |
| 2015-06-03 |
网格止盈 |
卖出 |
58.941 |
33200.0 |
¥1.96M |
止盈触发 |
| 2015-06-08 |
网格首格 |
买入 |
53.053 |
36200.0 |
¥1.92M |
|
| 2015-06-09 |
网格加仓 |
买入 |
50.620569999999994 |
700.0 |
¥3.5万 |
加仓 |
| 2017-08-16 |
网格止盈 |
卖出 |
54.56538 |
36900.0 |
¥2.01M |
止盈触发 |
| 2017-08-18 |
网格首格 |
买入 |
59.67961999999999 |
33700.0 |
¥2.01M |
|
| 2017-08-22 |
网格止盈 |
卖出 |
62.40753 |
33700.0 |
¥2.10M |
止盈触发 |
| 2017-08-23 |
网格首格 |
买入 |
60.51045 |
34600.0 |
¥2.09M |
|
| 2017-08-29 |
网格加仓 |
买入 |
56.276219999999995 |
100.0 |
¥5,629 |
加仓 |
| 2017-10-19 |
网格加仓 |
买入 |
49.62957999999999 |
100.0 |
¥4,964 |
加仓 |
| 2017-11-14 |
网格止盈 |
卖出 |
65.4345 |
34800.0 |
¥2.28M |
止盈触发 |
| 2017-11-15 |
网格首格 |
买入 |
66.06599999999999 |
34200.0 |
¥2.26M |
|
| 2017-11-16 |
网格加仓 |
买入 |
65.25518999999998 |
200.0 |
¥1.3万 |
加仓 |
| 2017-11-21 |
网格止盈 |
卖出 |
70.17975 |
34400.0 |
¥2.41M |
止盈触发 |
| 2017-11-23 |
网格首格 |
买入 |
69.66959999999999 |
33800.0 |
¥2.36M |
|
| 2017-11-24 |
网格加仓 |
买入 |
66.86679999999998 |
900.0 |
¥6.0万 |
加仓 |
| 2023-06-14 |
网格止盈 |
卖出 |
73.926 |
34700.0 |
¥2.56M |
止盈触发 |
| 2023-06-16 |
网格首格 |
买入 |
73.073 |
35000.0 |
¥2.56M |
|
| 2023-06-20 |
网格止盈 |
卖出 |
74.925 |
35000.0 |
¥2.62M |
止盈触发 |
| 2023-06-26 |
网格首格 |
买入 |
76.32624999999999 |
33700.0 |
¥2.57M |
|
| 2023-06-27 |
网格加仓 |
买入 |
73.33326 |
700.0 |
¥5.1万 |
加仓 |
| 2024-01-04 |
网格加仓 |
买入 |
43.04299999999999 |
100.0 |
¥4,306 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
37.12 |
34500 |
¥1.28M |
回测结束强平 |